Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16087.91 151 - 179 Days No 196.84 7-30 Days A-4-Q 14584.87 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28735.94 151 - 179 Days Yes 1265.93 31-90 Days A-5-Q 28991.46 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38881.74 151 - 179 Days No 1557.53 <7 Days CB-1-Q 37918.34 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9848.14 151 - 179 Days Yes 85.51 <7 Days CB-2-Q 10131.86 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20262.26 151 - 179 Days No 14.87 31-90 Days S-1-Q 20867.03 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 43164.11 151 - 179 Days No 1543.37 31-90 Days S-2-Q 42739.62 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16848.38 151 - 179 Days Yes 714.23 31-90 Days S-3-Q 17195.69 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1804.65 151 - 179 Days No 13.79 7-30 Days S-4-Q 1836.29 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17517.58 151 - 179 Days Yes 143.59 <7 Days CB-3-Q 15900.23 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 5961.75 151 - 179 Days Yes 67.52 <7 Days G-1-Q 5572.31 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17389.86 151 - 179 Days No 586.58 31-90 Days G-2-Q 18527.41 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 37715.15 151 - 179 Days Yes 766.05 31-90 Days G-3-Q 35815.93 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3213.09 151 - 179 Days Yes 111.39 31-90 Days S-5-Q 3252.84 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 1742.13 151 - 179 Days Yes 84.05 31-90 Days S-6-Q 1805.33 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15074.03 151 - 179 Days No 469.51 31-90 Days S-7-Q 15039.79 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18861.90 151 - 179 Days No 799.91 <7 Days E-1-Q 19935.16 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 35897.56 151 - 179 Days No 809.19 7-30 Days E-2-Q 38263.35 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42353.35 151 - 179 Days No 257.24 31-90 Days IG-1-Q 45876.40 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36489.75 151 - 179 Days No 978.91 <7 Days IG-2-Q 36399.36 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30491.76 151 - 179 Days Yes 1460.07 7-30 Days C-1 27680.52 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9914.54 151 - 179 Days Yes 485.65 31-90 Days CB-4 10127.63 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25770.41 151 - 179 Days Yes 1004.98 7-30 Days E-10 27620.29 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18668.74 151 - 179 Days No 463.51 7-30 Days E-3 17581.26 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 773.55 151 - 179 Days Yes 24.79 31-90 Days E-4 787.90 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 31624.09 151 - 179 Days Yes 1067.66 <7 Days E-5 29935.68 No T+1 Yes No Trading